ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	124-010	124-270	0-260	0.7%	122-240
High	125-030	125-290	0-260	0.6%	124-180
Low	124-000	124-270	0-270	0.7%	122-170
Close	124-280	125-240	0-280	0.7%	124-120
Range	1-030	1-020	-0-010	-2.9%	2-010
ATR	0-215	0-224	0-009	4.1%	0-000
Volume	2,261	2,270	9	0.4%	5,691

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-220	128-090	126-107
R3	127-200	127-070	126-014
R2	126-180	126-180	125-302
R1	126-050	126-050	125-271	126-115
PP	125-160	125-160	125-160	125-192
S1	125-030	125-030	125-209	125-095
S2	124-140	124-140	125-178
S3	123-120	124-010	125-146
S4	122-100	122-310	125-053

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-293	129-057	125-158
R3	127-283	127-047	124-299
R2	125-273	125-273	124-239
R1	125-037	125-037	124-180	125-155
PP	123-263	123-263	123-263	124-002
S1	123-027	123-027	124-060	123-145
S2	121-253	121-253	124-001
S3	119-243	121-017	123-261
S4	117-233	119-007	123-082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-290	122-200	3-090	2.6%	0-284	0.7%	95%	True	False	1,574
10	125-290	122-130	3-160	2.8%	0-221	0.5%	96%	True	False	1,203
20	125-290	120-250	5-040	4.1%	0-219	0.5%	97%	True	False	1,154
40	125-290	120-120	5-170	4.4%	0-160	0.4%	97%	True	False	935
60	125-290	119-190	6-100	5.0%	0-111	0.3%	98%	True	False	624
80	125-290	115-280	10-010	8.0%	0-083	0.2%	98%	True	False	468
100	125-290	115-280	10-010	8.0%	0-066	0.2%	98%	True	False	375
120	125-290	114-080	11-210	9.3%	0-055	0.1%	99%	True	False	312

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-135
2.618	128-220
1.618	127-200
1.000	126-310
0.618	126-180
HIGH	125-290
0.618	125-160
0.500	125-120
0.382	125-080
LOW	124-270
0.618	124-060
1.000	123-250
1.618	123-040
2.618	122-020
4.250	120-105

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	125-200	125-113
PP	125-160	124-307
S1	125-120	124-180

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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